FSB warns of counterparty risk due to rapid growth of synthetic ETF market; also expresses concern about on-demand liquidity in stressed conditions, particularly linked with vertically integrated pr...
Hong Kong branches of Chinese commercial banks are increasingly lending US dollars to state-backed enterprises. The surge in dollar demand from Chinese corporates comes as lending is squeezed onshor...
Weaker clearing members could be overstretched by a crisis, dealers warn - but LCH.Clearnet and CME differ on the risk of wider access
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Credit risk articles
Progress towards sovereign collateral posting has been slow. Now, US regulators are proposing to make it mandatory - for all non-US entities
Despite objections submitted to the US bankruptcy court from the holders of Lehman Brothers minibonds, the latest resolution effort to reach settlement on the sale of credit-linked notes to retail i...
Eurozone bail-out vehicle doesn't hurt existing bondholders, EC official argues
Balancing the books
Risky funding with counterparty and liquidity charges
Capturing credit correlation between counterparty and underlying
Market participants are close to completing the legal and operational details relating to a new custodian account arrangement that would allow the city's participating banks in offshore renminbi to ...
Asian regulators are expected to closely follow their peers in the US and Europe in demanding swap execution facilities and over-the-counter derivatives clearing in Asia. This may bolster e-trading ...
Fixed-income investments are becoming increasingly popular in Asia, but less transparency in secondary fixed-income market trading compared with traditional equities means institutional investors ne...
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Bank of Spain releases details of savings banks’ exposures to real estate sector, levels of provisions; says reforms have addressed slew of underlying problems
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
While dollar's status as reserve currency makes imminent downgrade unlikely, that may change if US government fails to implement credible debt reduction plan, says lead sovereign analyst at Moody's.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.